+4,608.4%
SITM vs FTV
+31.3%
+4,577.1%
-78.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | FTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | -1.0% | +7.5% | +7.5% |
| 7D | +9.7% | -4.5% | +14.2% | +14.8% |
| 30D | +12.7% | -7.1% | +19.8% | +21.1% |
| 3M | -13.4% | -7.2% | -6.3% | -9.2% |
| 6M | +59.6% | -1.5% | +61.1% | +57.2% |
| YTD | +73.3% | +3.5% | +69.8% | +56.9% |
| 1Y | +165.5% | +20.3% | +145.2% | +104.8% |
| 3Y | +368.7% | -3.1% | +371.8% | +367.4% |
| 5Y | +172.5% | +2.3% | +170.2% | +160.8% |
| All | +4,608.4% | +31.3% | +4,577.1% | +3,109.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTV.
Daily Out/Under-Performance
Portfolio return minus FTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTV return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded FTV wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling